+320.9%
AKAM vs GNRC
+2,082.9%
-1,762.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.9% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -13.0% | -15.7% | +2.7% | -10.2% |
| 3M | -19.4% | -27.3% | +8.0% | -14.9% |
| 6M | +0.3% | -12.1% | +12.4% | +1.8% |
| YTD | +22.4% | +37.1% | -14.7% | +13.4% |
| 1Y | +34.8% | -0.5% | +35.3% | +32.0% |
| 3Y | +1.9% | +61.5% | -59.6% | -11.0% |
| 5Y | -4.6% | -58.6% | +54.0% | +1.4% |
| 10Y | +103.4% | +446.3% | -342.9% | +17.5% |
| All | +320.9% | +2,082.9% | -1,762.0% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling